Sökning: "Equal weighting"
Visar resultat 1 - 5 av 19 uppsatser innehållade orden Equal weighting.
1. Analyst Recommendations and Stock Returns Evaluating the performance of Nordic markets based on analyst consensus recommendations, and the impact of MiFID II
Kandidat-uppsats,Sammanfattning : This study evaluates the performance of equity analysts who cover publicly traded stocks in the Nordic markets. To assess their performance, we employ a method that involves creating daily rebalanced portfolios based on the consensus recommendation for each covered company over four years. LÄS MER
2. The benefits of optimized portfolios- An empirical comparison between optimized portfolios and benchmarks
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Uncertainty about the future is an everlasting part of investing. This study aims at testing the historical performance out-of-sample for optimized portfolios and if the performance was superior to benchmarks. 11 different portfolios are compared to two different benchmarks; the naive- and market-capitalized portfolio. LÄS MER
3. ESG: The Relationship Between “Ethical” Investing and Abnormal Returns
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : This essay examines the relationship between ESG and abnormal returns and its implications on investing. To investigate this topic, I allocate stocks into zero-investment portfolios based on high and low ESG, using three different weighting methods, equal weighting, value weighting and portfolio optimization. LÄS MER
4. On Robust Forecast Combinations With Applications to Automated Forecasting
Master-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : Combining forecasts have been proven as one of the most successful methods to improve predictive performance. However, while there often is a focus on theoretically optimal methods, this is an ill-posed issue in practice where the problem of robustness is of more empirical relevance. LÄS MER
5. Expressing ecosystem model output and Swedish forestry goals with composite indictors
Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskapSammanfattning : Forest ecosystems provide a wide range of services necessary for maintaining environmental health and human well-being. Ecosystem models help inform how various management strategies respond in different regions to changing climate conditions. LÄS MER